A remark on conditions that a diffusion in the natural scale is a martingale

IF 0.5 4区数学 Q3 MATHEMATICS

Osaka Journal of Mathematics Pub Date : 2017-01-21 DOI:10.18910/68358

Yuuki Shimizu, F. Nakano

引用次数: 1

Abstract

We consider a diffusion processes $\{ X_t \}$ on an interval in the natural scale. Some results are known under which $\{ X_t \}$ is a martingale, and we give simple and analytic proofs for them.

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关于自然尺度上的扩散是鞅的条件的注解

我们考虑自然尺度上区间上的扩散过程$\｛X_t｝$。已知$\｛X_t\｝$是鞅的一些结果，并给出了它们的简单分析证明。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Osaka Journal of Mathematics 数学-数学

CiteScore

0.90

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： Osaka Journal of Mathematics is published quarterly by the joint editorship of the Department of Mathematics, Graduate School of Science, Osaka University, and the Department of Mathematics, Faculty of Science, Osaka City University and the Department of Pure and Applied Mathematics, Graduate School of Information Science and Technology, Osaka University with the cooperation of the Department of Mathematical Sciences, Faculty of Engineering Science, Osaka University. The Journal is devoted entirely to the publication of original works in pure and applied mathematics.